[R] P-values in gls

Wilson, Andrew eiaaw at exchange.lancs.ac.uk
Mon Mar 13 10:53:52 CET 2006


When fitting a simple linear or polynomial regression using lm, R
provides a p-value for the whole model as well as for the individual
coefficients.  When fitting the same models using gls (in order to
correct for autocorrelation), there doesn't seem to be a p-value
provided for the whole model, although LL, AIC and BIC statistics are
provided.  Is it possible to obtain a p-value for the whole model?

Many thanks,
Andrew Wilson




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